Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51681.93 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48482.87 Kr¶

PnL: ---------------------------------------> -604.7 Kr¶

DD now: ---------------------------------> -0.505 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:58:51.901195'

Anic Portfolio¶

This Week¶

Return: 8.751 %¶

Total¶

Return: 69.208 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.200000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 -0.150000 3529.880000 75.880000 2.200000 3453.999992
SAAB B 8 0.630000 3448.800000 71.800000 2.130000 3377.000000
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Swedbank A 3 1.680000 600.900000 36.900000 6.540000 564.000000
Resurs Holding 22 0.290000 610.720000 36.720000 6.400000 573.999998
AcadeMedia 12 -0.930000 588.960000 31.960000 5.740000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.310000 381.900000 26.900000 7.580000 355.000000
OEM International B 7 -0.510000 546.000000 18.000000 3.410000 527.999997
Intrum 4 0.370000 541.400000 14.400000 2.730000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.170000 544.500000 8.500000 1.590000 536.000004
Securitas B 6 -0.730000 574.920000 4.920000 0.860000 570.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Corem Property Group B 59 -1.120000 574.950000 -2.050000 -0.360000 576.999999
Boozt 12 0.220000 1648.800000 -5.200000 -0.310000 1653.999996
Midsona B 63 -3.170000 576.450000 -6.550000 -1.120000 582.999984
Essity B 2 -0.180000 549.000000 -25.000000 -4.360000 574.000000
CTEK 13 -0.180000 505.570000 -28.430000 -5.320000 533.999999
Sampo Oyj SDB 7 -0.370000 3818.500000 -31.500000 -0.820000 3850.000000
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
International Petroleum Corp. 5 -2.450000 556.500000 -38.070000 -6.400000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.000000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 0.480000 4065.000000 -235.000000 -5.470000 4300.000005
Ovzon 64 -1.670000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48487.740000 -599.830000 -0.4968% 49087.564636

Updated:¶

'2023-01-31 09:58:01.469309'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶